+38.3%
KMB vs CMS
+140.2%
-101.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.2% |
| 7D | +0.9% | +1.7% | -0.8% | 0.0% |
| 30D | +10.1% | +6.2% | +3.9% | +6.8% |
| 3M | 0.0% | +0.6% | -0.6% | -0.3% |
| 6M | +15.7% | -1.8% | +17.5% | +16.8% |
| YTD | +12.6% | +3.8% | +8.8% | +10.3% |
| 1Y | +10.1% | -1.8% | +11.9% | +10.9% |
| 3Y | +2.1% | +39.8% | -37.7% | -14.5% |
| 5Y | -0.7% | +37.1% | -37.8% | -17.7% |
| All | +38.3% | +140.2% | -101.9% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling